+349.1%
INSM vs UPST
-90.2%
+439.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.6% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | -4.7% | -13.2% | +8.5% | -3.2% |
| 3M | +32.6% | -13.0% | +45.6% | +34.2% |
| 6M | -10.9% | -2.9% | -8.0% | -11.6% |
| YTD | -28.2% | -38.3% | +10.1% | -25.3% |
| 1Y | -14.9% | -60.5% | +45.6% | -7.2% |
| 3Y | +375.6% | -11.7% | +387.3% | +318.0% |
| 5Y | +349.1% | -90.2% | +439.2% | +328.0% |
| All | +349.1% | -90.2% | +439.3% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling